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We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

Effective dynamics on a low-dimensional collective-variable (CV) or latent space can be simulated far more cheaply than the underlying high-dimensional stochastic system, but exploiting such coarse predictions requires lifting: turning a…

Dynamical Systems · Mathematics 2026-03-25 Christof Schütte , Alexander Sikorski , Jakob Kresse , Marcus Weber

The solution of the path structured multimarginal Schr\"{o}dinger bridge problem (MSBP) is the most-likely measure-valued trajectory consistent with a sequence of observed probability measures or distributional snapshots. We leverage recent…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Georgiy A. Bondar , Robert Gifford , Linh Thi Xuan Phan , Abhishek Halder

Atomistic modelling of phase transitions, chemical reactions, or other rare events that involve overcoming high free energy barriers usually entails prohibitively long simulation times. Introducing a bias potential as a function of an…

Computational Physics · Physics 2019-11-06 Federico Giberti , Bingqing Cheng , Gareth Aneurin Tribello , Michele Ceriotti

In this manuscript, we present a novel approach for sampling from a continuous multivariate probability distribution, which may either be explicitly known (up to a normalization factor) or represented via empirical samples. Our method…

Machine Learning · Statistics 2025-03-14 Hamidreza Behjoo , Michael Chertkov

The computer simulation of many molecular processes is complicated by long time scales caused by rare transitions between long-lived states. Here, we propose a new approach to simulate such rare events, which combines transition path…

Computational Physics · Physics 2023-03-23 Sebastian Falkner , Alessandro Coretti , Christoph Dellago

Schr\"{o}dinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process whose terminal distribution coincides with a pre-specified target distribution. We…

Machine Learning · Statistics 2024-04-23 Jhanvi Garg , Xianyang Zhang , Quan Zhou

Motion planning for autonomous robots in dynamic environments poses numerous challenges due to uncertainties in the robot's dynamics and interaction with other agents. Sampling-based MPC approaches, such as Model Predictive Path Integral…

Robotics · Computer Science 2024-05-07 Elia Trevisan , Javier Alonso-Mora

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

Generating a data set that is representative of the accessible configuration space of a molecular system is crucial for the robustness of machine learned interatomic potentials (MLIP). However, the complexity of molecular systems,…

Machine Learning · Computer Science 2025-01-28 Aik Rui Tan , Johannes C. B. Dietschreit , Rafael Gomez-Bombarelli

Understanding protein conformational dynamics is essential for elucidating biological function but remains challenging due to the wide range of timescales and the complexity of collective motions. Enhanced sampling methods overcome…

Statistical Mechanics · Physics 2026-05-11 Souvik Mondal , Michael A. Sauer , Matthias Heyden

Resampling from a target measure whose density is unknown is a fundamental problem in mathematical statistics and machine learning. A setting that dominates the machine learning literature consists of learning a map from an easy-to-sample…

Machine Learning · Computer Science 2026-02-24 Leticia Mattos Da Silva , Silvia Sellán , Francisco Vargas , Justin Solomon

This paper introduces a novel nonlinear stochastic model predictive control path integral (MPPI) method, which considers chance constraints on system states. The proposed belief-space stochastic MPPI (BSS-MPPI) applies Monte-Carlo sampling…

Robotics · Computer Science 2024-08-16 Ji Yin , Panagiotis Tsiotras , Karl Berntorp

Although machine-learning potentials have recently had substantial impact on molecular simulations, the construction of a robust training set can still become a limiting factor, especially due to the requirement of a reference ab initio…

Chemical Physics · Physics 2023-03-29 Krystof Brezina , Hubert Beck , Ondrej Marsalek

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

Coarse-graining (CG) enables molecular dynamics (MD) simulations of larger systems and longer timescales that are otherwise infeasible with atomistic models. Machine learning potentials (MLPs), with their capacity to capture many-body…

Chemical Physics · Physics 2025-12-01 Weilong Chen , Franz Görlich , Paul Fuchs , Julija Zavadlav

Path integral (PI) control problems are a restricted class of non-linear control problems that can be solved formally as a Feyman-Kac path integral and can be estimated using Monte Carlo sampling. In this contribution we review path…

Systems and Control · Computer Science 2016-03-23 Hilbert Johan Kappen , Hans Christian Ruiz

In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…

Systems and Control · Computer Science 2015-07-09 Vu Anh Huynh , Leonid Kogan , Emilio Frazzoli

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

We present simulation-free score and flow matching ([SF]$^2$M), a simulation-free objective for inferring stochastic dynamics given unpaired samples drawn from arbitrary source and target distributions. Our method generalizes both the…